+214.2%
ADSK vs ACWI
+230.9%
-16.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.3% | +3.6% |
| 7D | -10.9% | -1.9% | -9.0% | -8.5% |
| 30D | -15.9% | -1.3% | -14.6% | -14.4% |
| 3M | -4.4% | +5.0% | -9.4% | -11.6% |
| 6M | -16.6% | +11.7% | -28.4% | -30.1% |
| YTD | -28.5% | +13.0% | -41.5% | -41.1% |
| 1Y | -34.6% | +19.2% | -53.9% | -50.3% |
| 3Y | -3.5% | +75.0% | -78.5% | -58.2% |
| 5Y | -25.6% | +67.1% | -92.7% | -64.2% |
| All | +214.2% | +230.9% | -16.7% | -47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ACWI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling